Pillar 05 · Portfolio Intelligence
Your book. Stress-tested in seconds.
Exposure summary
- Gross exposure184%
- Net exposure62%
- Beta-adj net0.71
- VaR (1d, 95%)1.84%
- Liquidity (5d)92%
- Largest positionMSFT · 4.2%
Factor loadings
Momentum+0.42
Quality+0.31
Growth+0.27
Value-0.18
Low Vol-0.06
Size (small)-0.22
Macro sensitivities · % of NAV
- US 10Y +50bp-2.8%
- DXY +3%-1.4%
- Brent +20%+0.6%
- S&P −10%-7.1%
- Credit +75bp-1.9%
- BOJ +50bp-1.1%
Scenario labClick a scenario
Duration shock → −3.2% NAV. Hedge: short TLT 25%, sell IG calls.